When you send a request to a server for a webpage, e.g. http://www.google.com/ the server replies: Okay, here is the content of that page.

Within that content, there's links to other files, be that CSS-files, Javascript-files or images. You webbrowser knows that you need those other files, to correctly view the webpage, so it automatically asks the server for those files as well. The server again replies with the content of those files, images and such. Now the image is being show to you - and in order to do that, your computer needs to know how to show it, thus you get all the information about the image copied to your own computer.

There is nothing you can do to prevent a user from copying the file from his temporary browser folder to another more permanent place.

Yeah you may restrict your jpeg image with a code and through such your photo couldn't be captured not even with print screen and copying it at paint or at adobe. I did the same sort of stuff for one of the clients but right now i am kind of working at professional website design service.

While it's true that you can hijack the right-click and print screen mechanism in the browser, to scare of non-tech savvy users, there's nothing you can do to stop the more tech savvy ones. I could for instance just disable javascript in my browser.